The performance analysis of synthetic covered call option investment strategy and synthetic protect put option investment strategy
碩士 === 輔仁大學 === 金融研究所 === 97 === The dissertation is based on the research of Taiwan stock weighted index ranging from 1997 to 2008 by applying synthetic stock-based and cash-based option strategies. It is so called Synthetic Protect Put Options (SPO) and Synthetic Covered Called Options (SCO) accor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84297549420941112838 |